is it only saving my private keys that I have used thus far, and is not backing up my private future keys?
if you want to keep a
digital backup of your wallet and keys then backing up the wallet.dat file once (as was explained above) is enough as long as your wallet shows HD in GUI (which is the default setting of newer versions of core).
but if you want to keep a
physical backup (eg. on paper) then the only "easy" way is to write down the keys individually. and i believe dumpwallet command and storing the seed (entropy, don't confuse with mnemonic) it shows could be used to re-generate the wallet but it is not the "easy" way.